+2,486.5%
EXC vs CMI
+15,921.4%
-13,434.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +8.6% | -14.0% | +22.6% | +11.5% |
| 3M | +2.4% | -28.1% | +30.5% | +8.7% |
| 6M | +6.5% | -35.8% | +42.3% | +14.7% |
| YTD | +9.0% | -10.5% | +19.6% | +9.3% |
| 1Y | +4.6% | -1.9% | +6.4% | +2.8% |
| 3Y | +33.5% | +121.0% | -87.5% | +9.5% |
| 5Y | +41.4% | +114.6% | -73.2% | +15.7% |
| 10Y | +204.3% | +325.5% | -121.2% | +114.4% |
| All | +2,486.5% | +15,921.4% | -13,434.9% | +818.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling